Compositing Mist Over Multiple Render Layers
Use a math node in the compositor set to “minimum” to merge multiple mist passes:



“Occluding” objects in the mist pass will always have a lower value than what they are occluding, since the distance range of the mist pass is the same for all layers. “Minimum” takes the smaller of the 2 input values. So this will simply merge all occlusion objects. Just add more math nodes if you have more than 2 layers: you can merge a 3rd mist pass into the combined results the same way you merged the first 2.